Strategy Tester Report | ||||||||||||
Neural Target (Build 4755) | ||||||||||||
Settings | ||||||||||||
Expert: | 70390534_EURJPY#_5 | |||||||||||
Symbol: | EURJPY# | |||||||||||
Period: | M5 (2024.12.04 - 2025.01.06) | |||||||||||
Inputs: | Entry_Amount=0.01 | |||||||||||
Stop_Loss= | ||||||||||||
Take_Profit= | ||||||||||||
Magic_Number=70390534 | ||||||||||||
Max_Spread=0 | ||||||||||||
Min_Equity=0 | ||||||||||||
Company: | Neural Target | |||||||||||
Currency: | profit in pips | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:1 | |||||||||||
Results | ||||||||||||
History Quality: | 100% | |||||||||||
Bars: | 5762 | Ticks: | 2985216 | Symbols: | 1 | |||||||
Total Net Profit: | 1.29 | Balance Drawdown Absolute: | 1.75 | Equity Drawdown Absolute: | 9.28 | |||||||
Gross Profit: | 26.03 | Balance Drawdown Maximal: | 20.75 (0.21%) | Equity Drawdown Maximal: | 25.60 (0.26%) | |||||||
Gross Loss: | -24.74 | Balance Drawdown Relative: | 0.21% (20.75) | Equity Drawdown Relative: | 0.26% (25.60) | |||||||
Profit Factor: | 1.05 | Expected Payoff: | 0.22 | Margin Level: | 999.07% | |||||||
Recovery Factor: | 0.05 | Sharpe Ratio: | 0.01 | Z-Score: | 1.94 (94.76%) | |||||||
AHPR: | 1.0000 (0.00%) | LR Correlation: | -0.04 | OnTester result: | 0 | |||||||
GHPR: | 1.0000 (0.00%) | LR Standard Error: | 7.64 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 6 (66.67%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 14.69 | Largest loss trade: | -20.75 | |||||||||
Average profit trade: | 6.51 | Average loss trade: | -12.37 | |||||||||
Maximum consecutive wins ($): | 2 (8.30) | Maximum consecutive losses ($): | 1 (-20.75) | |||||||||
Maximal consecutive profit (count): | 14.69 (1) | Maximal consecutive loss (count): | -20.75 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.70 | Correlation (Profits,MAE): | 0.83 | Correlation (MFE,MAE): | 0.5150 | |||||||
Minimal position holding time: | 10:57:59 | Maximal position holding time: | 106:15:00 | Average position holding time: | 58:37:59 | |||||||
Orders | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2024.12.04 14:20:00 | 2 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.04 14:20:00 | filled | 70390534 | ||||
2024.12.09 10:45:00 | 3 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.09 10:45:00 | filled | 70390534 | ||||
2024.12.09 12:00:00 | 4 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.09 12:00:00 | filled | 70390534 | ||||
2024.12.12 16:05:00 | 5 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.12 16:05:00 | filled | 70390534 | ||||
2024.12.16 17:05:00 | 6 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.16 17:05:00 | filled | 70390534 | ||||
2024.12.18 02:50:00 | 7 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.18 02:50:00 | filled | 70390534 | ||||
2024.12.20 07:15:00 | 8 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.20 07:15:00 | filled | 70390534 | ||||
2024.12.26 17:30:00 | 9 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.26 17:30:00 | filled | 70390534 | ||||
2024.12.26 22:55:00 | 10 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2024.12.26 22:55:00 | filled | 70390534 | ||||
2024.12.31 07:15:00 | 11 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 07:15:00 | filled | 70390534 | ||||
2025.01.03 13:00:00 | 12 | EURJPY# | buy | 0.01 / 0.01 | 0.000 | 2025.01.03 13:00:00 | filled | 70390534 | ||||
2025.01.03 23:57:59 | 13 | EURJPY# | sell | 0.01 / 0.01 | 0.000 | 2025.01.03 23:57:59 | filled | end of test | ||||
Deals | ||||||||||||
Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2024.12.04 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2024.12.04 14:20:00 | 2 | EURJPY# | buy | in | 0.01 | 158.478 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 70390534 |
2024.12.09 10:45:00 | 3 | EURJPY# | sell | out | 0.01 | 158.938 | 3 | 0.00 | 0.00 | 4.60 | 10 004.60 | 70390534 |
2024.12.09 12:00:00 | 4 | EURJPY# | buy | in | 0.01 | 158.947 | 4 | 0.00 | 0.00 | 0.00 | 10 004.60 | 70390534 |
2024.12.12 16:05:00 | 5 | EURJPY# | sell | out | 0.01 | 159.317 | 5 | 0.00 | 0.00 | 3.70 | 10 008.30 | 70390534 |
2024.12.16 17:05:00 | 6 | EURJPY# | buy | in | 0.01 | 161.789 | 6 | 0.00 | 0.00 | 0.00 | 10 008.30 | 70390534 |
2024.12.18 02:50:00 | 7 | EURJPY# | sell | out | 0.01 | 161.390 | 7 | 0.00 | 0.00 | -3.99 | 10 004.31 | 70390534 |
2024.12.20 07:15:00 | 8 | EURJPY# | buy | in | 0.01 | 162.929 | 8 | 0.00 | 0.00 | 0.00 | 10 004.31 | 70390534 |
2024.12.26 17:30:00 | 9 | EURJPY# | sell | out | 0.01 | 164.398 | 9 | 0.00 | 0.00 | 14.69 | 10 019.00 | 70390534 |
2024.12.26 22:55:00 | 10 | EURJPY# | buy | in | 0.01 | 164.606 | 10 | 0.00 | 0.00 | 0.00 | 10 019.00 | 70390534 |
2024.12.31 07:15:00 | 11 | EURJPY# | sell | out | 0.01 | 162.531 | 11 | 0.00 | 0.00 | -20.75 | 9 998.25 | 70390534 |
2025.01.03 13:00:00 | 12 | EURJPY# | buy | in | 0.01 | 161.811 | 12 | 0.00 | 0.00 | 0.00 | 9 998.25 | 70390534 |
2025.01.03 23:57:59 | 13 | EURJPY# | sell | out | 0.01 | 162.115 | 13 | 0.00 | 0.00 | 3.04 | 10 001.29 | end of test |
0.00 | 0.00 | 1.29 | 10 001.29 | |||||||||